Parents not respecting boundaries

Question for you all... we are due in January with our first! Our family lives out of state and wants to visit and do an in person baby shower. I don’t feel comfortable having visitors due to the pandemic. My family is trying to guilt trip me by saying that I’m still working so I should allow them to visit. I know we are at risk because we are pregnant and I’ve been doing everything I can to keep our baby safe and stay healthy, but I feel like they’re asking me to compromise both of our health just to allow them to visit. We brought up a virtual shower which they’re not agreeable to because it’s their first grandbabe.

Does anyone have advice for us?

Thank you for your help. Super struggling to keep everyone happy right now. 💓